Logistic regression on Equi-correlation Σa (r=0.3)
94.5Covariance Coverage (%)Sketched Newton Method
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Sketched Newton Methodd (Dimension)=100, tau (Sketching parameter)=40, Xi (Estimator type)=Weighted sample covariance estimator (Ξˆt)2025.02 | 94.5 | 0.069 | |
| SGDd (Dimension)=100, Xi (Estimator type)=Iterative averaging estimator (Ξ¯t)2025.02 | 54 | -0.115 |